The Undead Slaying sets can be found during The Scourge Invasion.
There are four sets, one for each armor type. The gloves of each set are sold by the Argent Dawn in exchange for thirty Necrotic Runes. The bracers are Bind on Equip and are dropped by rare spawns at the Necrotic Shards. The chest pieces are Bind on Pickup and dropped by Shadows of Doom which spawn when you disrupt the shard.